+278.9%
ADP vs VRSK
+126.1%
+152.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.8% | -5.2% | +2.4% | +0.4% |
| 30D | +0.2% | -2.3% | +2.6% | +1.5% |
| 3M | +20.5% | -2.9% | +23.4% | +22.1% |
| 6M | +28.8% | -12.8% | +41.6% | +38.9% |
| YTD | +6.6% | -20.8% | +27.4% | +21.2% |
| 1Y | -6.9% | -33.2% | +26.3% | +17.3% |
| 3Y | +16.1% | -26.6% | +42.7% | +34.6% |
| 5Y | +49.3% | -11.3% | +60.7% | +49.3% |
| All | +278.9% | +126.1% | +152.8% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling